Optimal multidimensional reinsurance policies under a common shock dependency structure (Q2677933)

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Optimal multidimensional reinsurance policies under a common shock dependency structure
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    Optimal multidimensional reinsurance policies under a common shock dependency structure (English)
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    9 January 2023
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    Cramér-Lundberg process
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    common shock
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    dynamic programming principle
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    reinsurance
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